How can I make fire in BGE?
Blender

Blender particles are not supported by the BGE. Due to the complexity and inefficiency they will not be supported in the near future (at least not in a way that they can be useful in a game).

BGE Particles

Particles in the BGE are ordinary objects. They are nothing special. All you do is you dynamically create a lot of them. 

A simple way is to use the Object Actuator in Add Object mode. When activated the actuator will add a copy of the referred object.

To get flames, sparks and smoke you add different objects. Each object can animate over time (position, location, material). This all together can create the illusion of fire. 

Due to the complexity of that topic I do not want to go into much detail here.

I suggest to search for BGE fire tutorials. There should be plenty out there. 

Pre-rendered textures

An alternative / additional way is to use textures with pre-rendered and animated flames.